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• 数学与系统科学研究... [15]
• 自动化研究所 [1]

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• OAI收割 [16]

内容类型

• 期刊论文 [16]

发表日期

• 2022 [3]
• 2021 [1]
• 2020 [2]
• 2018 [1]
• 2016 [2]
• 2012 [1]
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浏览/检索结果: 共16条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 Multi-objective approaches to portfolio optimization with market impact costs 期刊论文  OAI收割 MEMETIC COMPUTING, 2022, 页码: 11 作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke   |  收藏  |  浏览/下载：38/0  |  提交时间：2022/11/14 Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm   Multi-objective approaches to portfolio optimization with market impact costs 期刊论文  OAI收割 MEMETIC COMPUTING, 2022, 页码: 11 作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke   |  收藏  |  浏览/下载：33/0  |  提交时间：2023/02/07 Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm   Multi-period portfolio selection with investor views based on scenario tree 期刊论文  OAI收割 APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14 作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang   |  收藏  |  浏览/下载：35/0  |  提交时间：2022/06/21 Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization   Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文  OAI收割 Financial Innovation, 2021, 卷号: 7, 期号: 1 作者:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang   |  收藏  |  浏览/下载：34/0  |  提交时间：2021/10/26 Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition   Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文  OAI收割 JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27 作者:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong   |  收藏  |  浏览/下载：31/0  |  提交时间：2020/06/30 Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization   Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723 作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav   |  收藏  |  浏览/下载：18/0  |  提交时间：2020/05/24 Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency   Fuzzy Views on Black-Litterman Portfolio Selection Model 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987 作者:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang   |  收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection   Multi-period mean variance portfolio selection under incomplete information 期刊论文  OAI收割 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774 作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu   |  收藏  |  浏览/下载：30/0  |  提交时间：2018/07/30 hidden Markov chain  regime switching  sufficient statistics  portfolio optimization   Stock Selection with a Novel Sigmoid-Based Mixed Discrete-Continuous Differential Evolution Algorithm 期刊论文  OAI收割 IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2016, 卷号: 28, 期号: 7, 页码: 1891-1904 作者:  Yu, Lean;  Hu, Lunchao;  Tang, Ling   |  收藏  |  浏览/下载：20/0  |  提交时间：2018/07/30 Artificial intelligence  constrained optimization  evolutionary computing  portfolio analysis   A new look at the Lagrange method for continuous-time stochastic optimization 期刊论文  OAI收割 SCIENCE CHINA-MATHEMATICS, 2012, 卷号: 55, 期号: 11, 页码: 2247-2258 作者:  Cheng Xue;  Yan JiaAn   |  收藏  |  浏览/下载：33/0  |  提交时间：2021/01/14 VARIANCE PORTFOLIO SELECTION  CONSTRAINTS  stochastic optimization  Lagrange method  extremal point  optional projection  Frechet derivative  subdifferential